Praise be to Allah.
No rational person doubts the prohibition on relationships between the sexes, or that it is one of the doors that lead to temptation and corruption. How often have these relationships led to a great deal of trouble and problems for those involved.
For more information, please see the answer to question no. 129890.
What you have mentioned about this man, that he wants to enter Islam and marry you, and that you cannot marry him even if he does become Muslim, is what makes it is essential for you to put an end to the relationship between the two of you, and after that whatever happens to him will not affect you, because if he is sincere about wanting to become Muslim, he will become Muslim regardless of whether that relationship continues or comes to an end.
So you should hasten to leave the websites that he goes to, and change all means through which he might be able to contact you, in repentance to Allah, may He be exalted, and so as to avoid His wrath and His punishment. You should praise Allah for having saved you from getting carried away and doing anything even worse and more reprehensible.
We ask Allah to avert evil from you and to keep you away from temptation and trials.
And Allah knows best.